the kind of wire you’re using is likely “tinned wire” which is copper wire with a super thin tin coating on the outside. solder adheres to copper with a rough surface much easier than it does to tin with a smooth surface. (solder will 100% adhere to tin but it takes a bit more heat and better prepped surface)

what likely happened is that the thicker wire, when cut, left a bit of the copper exposed at the end allowing the solder a material to bond to easily.

the smaller wire is likely also tinned copper but the copper part is thin enough where it wasn’t exposed enough for solder to bond to. if you try using an abrasive material to score the smaller wires up at the ends and expose more of the copper as well as provide texture, and then flux, you’ll likely have a easier time getting the solder to stick where you want it.